Basically I've had an eq configuration on my laptop (rock preset on realtek
drivers + rock preset on iTunes) and on my iPod (rock preset) for ages. But
now I'm actually starting to wonder if that won't color the sound, or
prevent me to listening what the artist/producer intended. Is it better to
just leave the eq off all the time?

Just buy a nice set of heaphones or speakers, no earbuds or cheepy throwaway sets. Its better to buy an 100 dollar+ set of headphones that will last than buy 10 dollar earbuds over and over again anyways. That way you'll have high quality sound and you wont have to resort to using awful EQ settings.